A Comparison of Two Approaches to Fixed-Width Confidence Interval Estimation uri icon

abstract

  • The recent method of Serfling and Wackerly (1976) for constructing fixed-width confidence intervals for the center of location is extended to include M estimators. The resultant class of procedures is compared to the stopping times of Chow and Robbins (1965), as both the interval length d and intended noncoverage probability 2 converge to zero. Except in certain special cases, the stopping times are found to have different asymptotic distributions. The coverage probability of the Serfling-Wackerly class is found as d converges to zero. 1977, Taylor & Francis Group, LLC.

published proceedings

  • Journal of the American Statistical Association

author list (cited authors)

  • Carroll, R. J.

citation count

  • 0

complete list of authors

  • Carroll, Raymond J

publication date

  • December 1977